Because the whole point was that you were supposed to speculate about who the boss was. That's why we never got a proper shot of him and he was never referred to by name. He made it pretty clear he was referring to a boss, the ambiguity was supposed to be over who the boss was.
I don't think this is right. The shadow was clearly Ridley's, and with the original sentence in the PotD being "Samus' trauma" in Japanese, the only character it could have been all along was Ridley.
In hindsight, now that we know the full roster, it's obvious that the tease was for a boss character. Before then, there was more than enough ambiguity in that direct clip to hint towards him being playable, and it's pointless to ignorantly deny that. Miniature Ridley moved slowly across the stage, stopped, had choppy as
hell animation, didn't attack once in eleven seconds, got to the other side and potentially even jumped off a platform? The only thing that was pointing against him in the clip was the message implying him to be a boss, and though I myself believed that was a foe of his greater than any aiding evidence we could pull from that clip anyway, to imply that we were out of line and idiots for believing he could have been playable is just straight-up
wrong. There was more than enough ambiguity in that clip alone to make you wonder, boss implications or not.
When Nintendo failed to deliver a PotD explaining Ridley as a Stage Hazard and confirming he DEFINITELY wasn't playable, which he'd done for every other popular character confirmed to have a non-playable role in the game, it's only natural that people that believed in the ambiguity in the direct were going to assume that they actually did have a chance. After all, if Nintendo were going to go out of their way to make sure people knew Chrom wasn't playable to stop false hype, surely they'd do it for a popular request like Ridley, right? This is the piece of information that I believe gives Ridley fans the right to be salty at Nintendo. They disconfirmed literally every character except Ridley, Dark Pit and Metal Face. Metal Face was too close to release for it to end up being a big deal (and wasn't very popular a request anyway, so no-one really expected anything different), Ridley had his shadow shown and then everything went silent regarding him for four months, leaving people to speculate and start to believe that the lack of role clarification outside of an implication gave them a chance (only to be dashed at the end, revealing that Nintendo hadn't even bothered to step aside to to tell the fans of one of the most popularly requested characters that he wasn't playable before the false hype could begin), and Dark Pit went unclarified as well, and surprise surprise ended up playable.
The lack of anything other than a potentially vague implication and the lack of clarification from Nintendo to stop false hype where it was stopped immediately elsewhere gave Ridley fans every right to hope, and if you're going to try to argue otherwise, I daresay you're either very, very skeptical, or you're riding the coattails of "hindsight now that we know the full roster" in order to feel justified in being on your high horse.
As for King K. Rool, I won't deny that I don't think he was teased at all. Not many expected him by game's end.
Mewtwo... I wouldn't say Mewtwo was
teased, per sé, but the interview where Sakurai said that he considered Mewtwo gave fans huge hopes, and thus they were in the right to feel confident. At the same time, if Sakurai wasn't actually going to put him in or wasn't sure as to whether he was or not, it might have been easier to ignore the question altogether. It'd have handled it better, anyway.
As for post-3DS-release patch DLC? I'm not holding out hope. I don't see it as a thing that's happening. I think believing Ridley could be in after the shadow tease is one thing, but believing he could be in after the roster on the 3DS has been confirmed to be fully unlocked is grasping a bit too hard. Hope if you want, but I don't want a part of it - Ridley, K. Rool and Mewtwo are disconfirmed for me. I don't expect DLC but I wouldn't be averse to it, but even with DLC Ridley's not going to make it in because he has a predetermined role in the game. K. Rool and Mewtwo... perhaps. I won't hold my breath, though.
I'll be waiting for Smash 5 in regards to these characters, and if they're not in Smash 5, I'm probably just going to give up on hopes of them ever being in (again, in Mewtwo's case).